摘要
讨论了一类带等式、不等式约束的极大极小值问题，将其转化为带等式、不等式约束的非线性规划问题，利用辅助规划进行处理，给出了一个广义的梯度投影算法，解决了一般约束极大极小值问题。算法可在有限步达到最优点或产生一系列点列，其极限点则是最优点，并证明了该算法的全局收敛性。
In this paper, a sort of max-min problems with inequality and equality are discussed,which are made into nolinear optimization problems with inequality and equality.Auxiliny problem and penality function are used to deal with max-min problems. A general projection gradient method is given,and the max-min problems with general constraints problems are solved. The algorithms get optimizaion point in infinite steps or get a series of points, whose limit points are optimization points. The algorithm convergence is also proved.
出处
《电子科技大学学报》
EI
CAS
CSCD
北大核心
2000年第3期319-322,共4页
Journal of University of Electronic Science and Technology of China
基金
四川省青年科技基金!19977003
关键词
极大极小问题
广义梯度算法
投影算法
max-min problem
general project gradient
algorithm convergence, auxiliary program
